Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49148.07 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 40572.51 Kr¶

PnL: ---------------------------------------> 31.59 Kr¶

DD now: ---------------------------------> -7.478 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:31:39.559883'

Anic Portfolio¶

Today¶

Return: -0.315 %¶

This Week¶

Return: -0.315 %¶

Total portfolio value¶

Return including deposits: 60.898 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.050000 1665.720000 198.180000 13.500000 1467.540000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 0.970000 870.600000 8.400000 0.970000 862.200000
Hexagon B 26 0.230000 3459.300000 7.800000 0.230000 3451.500000
EQT 4 0.480000 833.600000 4.000000 0.480000 829.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.460000 780.600000 3.600000 0.460000 777.000000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Atrium Ljungberg B 5 0.050000 933.500000 0.500000 0.050000 933.000000
Sagax B 4 0.050000 852.400000 0.400000 0.050000 852.000000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
Catena 2 -0.250000 787.600000 -2.000000 -0.250000 789.600000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
BioGaia B 8 -0.260000 925.600000 -2.400000 -0.260000 928.000000
Alimak Group 11 -0.360000 922.900000 -3.300000 -0.360000 926.200000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Nordic Waterproofing Holding 7 -0.730000 957.600000 -7.000000 -0.730000 964.600000
Bilia A 8 -1.070000 889.600000 -8.000000 -0.890000 897.600000
BHG Group 97 -0.730000 1445.300000 -9.700000 -0.670000 1455.000000
Bufab 3 -1.030000 1095.000000 -11.400000 -1.030000 1106.400000
Indutrade 5 -1.150000 1200.500000 -14.000000 -1.150000 1214.500000
OX2 13 -1.650000 932.100000 -15.600000 -1.650000 947.700000
INVISIO 16 -0.430000 3664.000000 -16.000000 -0.430000 3680.000000
Addnode Group B 11 -1.800000 902.000000 -16.500000 -1.800000 918.500000
Latour B 4 -2.250000 836.000000 -19.200000 -2.250000 855.200000
Hexatronic Group 12 -2.710000 938.400000 -26.160000 -2.710000 964.560000
VEF 909 -1.910000 1817.090000 -28.180000 -1.530000 1845.270000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
TOTAL 40572.510000 31.590000 -7.47789% 40540.920000

Updated:¶

'2023-07-03 09:31:56.549395'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶